Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48053.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46658.47 Kr¶

PnL: ---------------------------------------> -230.1 Kr¶

DD now: ---------------------------------> -1.186 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:23:07.258188'

Anic Portfolio¶

Today¶

Return: 0.716 %¶

This Week¶

Return: 1.094 %¶

Total¶

Return: 57.314 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 1.010000 3135.600000 164.600000 5.540000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.320000 432.600000 77.600000 21.860000 355.000000
Corem Property Group B 59 -1.420000 653.130000 76.130000 13.190000 576.999999
Boozt 12 1.200000 1726.800000 72.800000 4.400000 1653.999996
HMS Networks 2 0.220000 721.200000 48.200000 7.160000 673.000000
OEM International B 7 2.140000 567.700000 39.700000 7.520000 527.999997
Eastnine 4 3.160000 521.600000 30.600000 6.230000 491.000000
Intrum 4 1.940000 556.800000 29.800000 5.650000 527.000000
Norva24 Group 16 4.840000 568.320000 25.320000 4.660000 543.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 1.170000 553.200000 21.200000 3.980000 532.000000
SAAB B 8 0.020000 3395.200000 18.200000 0.540000 3377.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 576.450000 14.450000 2.570000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
AcadeMedia 12 1.240000 567.600000 10.600000 1.900000 557.000004
Resurs Holding 22 0.650000 582.340000 8.340000 1.450000 573.999998
Securitas B 6 1.160000 576.000000 6.000000 1.050000 570.000000
CTEK 13 3.180000 539.500000 5.500000 1.030000 533.999999
Creaspac SPAC 6 0.520000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -1.640000 539.100000 3.100000 0.580000 536.000004
Swedbank A 3 1.180000 565.650000 1.650000 0.290000 564.000000
Essity B 2 -1.520000 571.200000 -2.800000 -0.490000 574.000000
Handelsbanken A 5 -0.280000 542.500000 -3.500000 -0.640000 546.000000
Essity A 4 -2.060000 1142.000000 -7.000000 -0.610000 1149.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
Nordea Bank Abp 29 -0.220000 3441.720000 -12.280000 -0.360000 3453.999992
International Petroleum Corp. 5 2.670000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 1.910000 569.640000 -43.360000 -7.070000 612.999432
Sampo Oyj SDB 7 -0.830000 3748.500000 -101.500000 -2.640000 3850.000000
Axfood 13 1.340000 3636.100000 -119.900000 -3.190000 3756.000001
OX2 18 0.710000 1524.600000 -139.400000 -8.380000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.910000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46658.470000 -230.100000 -1.18553% 46888.564618

Updated:¶

'2023-01-18 16:23:19.801226'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶